Mathematical tools for Economics and Finance with Mathematica software

Copertina anteriore
Universitas Studiorum, 22 giu 2015 - 346 pagine

Mathematica is a scientific software dedicated to symbolic and numerical calculus, developed by a team directed by Stephen Wolfram. The potential applications are extremely wide and may comprise, for example, pure and applied Mathematics, Statistics, Economics, Finance and Engineering. The first version 1.0 was published on 1988 while the current version 10.0 was released on 2014. Mathematica also permits to develop sophisticated program code thanks to its own syntax and besides, it can be used as a highly accurate text Editor. This book is a complete and up-to-date guide to Mathematica Software.Contents: Introduction, Linear Algebra, Functions of a real variable, Functions of several variables, Implicit funcions theorem, Unconstrained optimization, Constrained optimization, Ordinary differential equations and systems, Dynamic optmization, Stochastic calculus, Financial Applications, etc.

 

Pagine selezionate

Sommario

Introduction
7
Linear algebra
19
Exercises
26
3
37
1
43
Implicit functions theorem
57
Unconstrained optimization
67
Constrained optimization equality bounds
77
Ordinary differential equations and systems
103
8
128
Equilibrium points and stability
157
Dynamic optimization II optimal control
223
Dynamic optimization III Bellmans optimality principle
253
Financial Applications
271
References
345
Copyright

Constrained optimization inequality bounds
91

Parole e frasi comuni

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Informazioni sull'autore (2015)

Giovanni Masala is Assistant Professor in financial mathematics in the Department of Economic and Business Science at the University of Cagliari (Italy).

Informazioni bibliografiche

TitoloMathematical tools for Economics and Finance with Mathematica software
AutoreGiovanni Masala
EditoreUniversitas Studiorum, 2015
ISBN8899459037, 9788899459031
Lunghezza346 pagine
  
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